Tag Archives: interview

Interview with Bob Pardo LIVE

 

Thursday, January 10, 2019 at 4 PM – 6 PM PST

We are doing a rare interview with one of the masters in trading. I am currently collection smart and sophisticated questions for him. Leave a comment below to your question potentially answered at Facebook event link below.  Details to follow so check the comments
https://www.facebook.com/events/762833620753134

This will be streamed live on the Facebook quantlabs net page under Videos tabl at

https://www.facebook.com/quantlabsnet/

Thursday, January 10, 2019 at 4 PM – 6 PM EST or 3 CST

Hi there,

You are invited to a Zoom webinar.
When: Jan 10, 2019 4:00 PM Eastern Time (US and Canada)
Topic: Interview with Bob Pardo

Please click the link below to join the webinar:
https://zoom.us/j/728994467

Or iPhone one-tap :
US: +16699006833,,728994467# or +16465588656,,728994467#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 669 900 6833 or +1 646 558 8656
Webinar ID: 728 994 467
International numbers available: https://zoom.us/u/aARX5KpQE

 

Who is Bob Pardo?

Here are the books he wrote

 

https://www.amazon.com/Robert-Pardo/e/B001IO9TSG%3Fref=dbs_a_mng_rwt_scns_share

https://www.amazon.com/Evaluation-Optimization-Trading-Strategies/dp/0470128011

https://www.amazon.ca/Design-Testing-Optimization-Trading-Systems/dp/0471554464

 

Here is that Bob Pardo interview replay.
 
 

 

Here are the questions:

1. You wrote an article for Future Magazine called ‘How far away is the Holy Grail machine’ in 1985. How did you foresee the future back then compared to where it is today?

2. From your article of Gann Lines and Angles of 1992, outside of software have the basic principles evolved in the basic concept since that time? Do you believe that candle patterns or harmonic patterns can be used for early reversal signs?

3. With the article on Stop Placement Affects Trading Performance of 1984, do you believe that today’s current forex and retail brokers are corrupt with stop hunting? Are there are any clean (or less) corrupt brokers out there? This is especially true with APIs for brokers? eg. Interactive Brokers

4. In one interview article, the article stated: There were no trading screens or other market paraphernalia anywhere in sight. If they existed elsewhere on the premises, Robert was not anxious about checking up on them or his trading progress. He had the serenity of one possessed of total faith in his system’s ability to hum along just fine without him.

Is this still true? How do you get away with it with now mobile apps and everything at your fingertips?

https://www.trendfollowing.com/pdfs/pardo.pdf

5. Are you primarily still a futures trader? Or have you expanded into other asset classes? If so ,any current ones you see enormous potential with? Do you also see a rebound in certain commodities with the current market? Do you trade options? Why or why not?

6. In the same above interview about you said: Because the S&P is so volatile and dynamic in its own right and swings so much, though, what works there may not work in other markets.

Do you think the current computer algos are going to make the 2019 global extra market really jittery? Would you even say the computers have completely taken over the markets?

7. Do you believe in portfolio optimization or portfolio theoretical techniques (e.g. Markowitz)? Do you believe in different ways to throttle trading account allowance based on portfolio performance (.e.g Kelly Criterion) Or how about daily target moves against the amount capital you are willing to put at risk?

8. Do you think emerging market equities will be the place of opportunity for 2019?
9. Would you say you are strongly constrained as similar to how a CFA is mandated? (e.g. you have your own trading standards or will allocate portfolio weightings to certain sectors or asset classes)

10. If you have a particular position going into range bound (or flat), would you tend to cut it right away to find a higher performing asset? How often are you re-calibrating your portfolio? What doest the re-calibration depend on?

11. What are some of the more predictable exit methodologies you believe in ? e.g. ATR? Would you apply standard take profit or stop loss? Or would you treat it more like a trailing stop? Or any of these at all?

12. Are you a believer in fundamental, news sentiment, or even macroeconomic events as drivers for the assets you watch? How many assets would you typically watch in a standard flat or uneventful trading day?

13. Standard question: Are you a pessimistic or optimistic when it comes to machine learning in pricing of an asset? How about applying it to areas like portfolio sizing or portfolio optimization? Would you ever consider using it for something like bid/ask analysis at high speed level (e.g. tick)?

14. Do you believe in random walk theory?

15. Have you come across models that can be designed in a way where there are no parameters? e.g. IF THE PRICE HAS REACHED A NEW ALL-TIME HIGH, IT IS AN UP-TREND BY EVERY POSSIBLE MEASURE https://www.reddit.com/r/algotrading/comments/63nrzg/parameterless_strategies/

Or: statistical anomalies are not parameters. thats what quants/algo people do..find these patterns and figure out ways to capitalize on them.

16. Among all your trades on average, what is the % of mix of long vs short?

17. How many strategies/algos would you say you have in your arsenal? How many can be traded ALL the time profitably regardless of market regime?

18, What is the standard drawdown % threshold before you cut the instrument entirely from your active portfolio?

19. Is it easier or harder to raise capital for a system or fund these days? Are you finding investors/captial allocators are much more jaded than in the 80s or 90s? When was the easiest time period to allocate and why?

20. What is your honest view of those so called trading gurus you find on Youtube or Facebook?

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

INTERVIEW: A Highly Unique Approach to Short Term Trading Using Long Term Data w/ Bryan Downing

INTERVIEW: A Highly Unique Approach to Short Term Trading Using Long Term Data w/ Bryan Downing

An interview from 52 Traders but thanks to to Cam for hosting/interviewing

Here’s the coupon for sharing: quantlabsfree

115: A Highly Unique Approach to Short Term Trading Using Long Term Data w/ Bryan Downing

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Hard interview questions for RenTech HFT job

Tough interview questions for RenTech HFT job. i  would not get into the front door with these tough ones

Hint: You better be a master at C++ and Linux hardcore fan

https://quantlabs.net/blog/2017/11/tough-interview-questions-for-rentech-hft-job/

30 minute video follows

I have pulled all blog posts and videos related to my ongoing forex strategy. So far so good on testing. I am also currently testing the exit strategy part which I will report back in a few days once complete.

Note: All of this content is made available until this Sunday. It will permanently disappear after that. which is only available through my Quant Elite members. I have extend the promoted deal until tonite which means it will go back to its normal price!

Buy Now
Thanks for reading
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Tough interview questions for RenTech HFT job

Tough interview questions for RenTech HFT job
i would not get into the front door with these tough ones

Hint: You better be master at C++ and Linux hardcore

https://www.glassdoor.ca/Interview/Renaissance-Technologies-LLC-Interview-Questions-E19369.htm

 

 

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Machine learning for algorithmic trading interview

Machine learning for algorithmic trading interview

I am listening to this with bated breath for trading potential

Join my FREE newsletter to learn more about machine learning in trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Interview with NOSQL Redis creator

Interview with NOSQL Redis creator

Great overview interview of the best and maybe the fastest database on the planet

A conversation with Salvatore Sanfilippo, creator of the open-source database Redis

Join my FREE newsletter to see how I plan to implement NOSQL Redis with my automated trading

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

WooTrader and Quandl interview for market data

WooTrader and Quandl interview for market data

An interview from this talented programmer but here are my thoughts…

First, I looked into Quandl, I am not sure if I can support their highly expensive nickle and dime approach to get get government historical data. I still like IQFeed which is much more affordable on top of you get real time data for the same price.

As for WooTrader, I am quickly learning to stay away from anything retail like in terms of technical analysis and so on. But I digress.

https://www.quandl.com/blog/wootrader

http://wootrader.com/

Join my FREE newsletter to see which data vendors I like

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

TRUE SECRETS interview of HFT

Secrets of TRUE HFT

To be honest, this is one of the most fascinating articles I have ever read on this topic in the last number of years. This offers true insight so I thank a big Brit in Texas for this!

You should read this now by going here

Finally, we are now coming up to three days before I hit my first LIVE lesson with my “Algo Trading Business with Python” course series. This starts the eve of March 15 this Tuesday. I really want you to jumpstart your learning from the ground up in all the topics that you want so that you could start your own algo go trading business just like Dr. Ernie Chan.

 

I have almost finished posting all the content for my first phase of my pair trading strategy as well. These are the weekly lessons I’ll be starting in the second week of May:

  1. Europe government data
  2. American government data
  3. Hot market scanning
  4. Pick long and short
  5. Screening the watchlist
  6. Technical analysis
  7. Statistics
  8. Position management
  9. Risk with beta and implied volatility
  10. Kelly Criterion

 

Join here to get access to my life treating content right now

 

Thanks for reading
Bryan

P.S. Interested in receiving all my research? Join my Daily Digest email service here.

I don’t release no one’s info so I keep it all private!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Secrets of TRUE HFT interview

Secrets of TRUE HFT

To be honest, this is one of the most fascinating articles I have ever read on this topic in the last number of years. This offers true insight so I thank a big Brit in Texas for this!

http://www.allaboutalpha.com/blog/2011/09/06/the-secrets-of-high-frequency-trading/?utm_source=CAIA+Association&utm_campaign=5511fc5518-Public_Newsletter_September_2011&utm_medium=email
If you are interested in this topic, you should join my FREE newsletter to learn more

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!